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Nested random effects estimation in unbalanced panel data

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  • Antweiler, Werner

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  • Antweiler, Werner, 2001. "Nested random effects estimation in unbalanced panel data," Journal of Econometrics, Elsevier, vol. 101(2), pages 295-313, April.
    • Handle: RePEc:eee:econom:v:101:y:2001:i:2:p:295-313
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    1. Pakes, Ariel, 1983. "On Group Effects and Errors in Variables in Aggregation," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 168-173, February.
    2. Wansbeek, Tom & Kapteyn, Arie, 1982. "A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model," Econometrica, Econometric Society, vol. 50(3), pages 713-724, May.
    3. H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung, 2001. "The unbalanced nested error component regression model," Journal of Econometrics, Elsevier, vol. 101(2), pages 357-381, April.
    4. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    5. Moulton, Brent R, 1987. "Diagnostics for Group Effects in Regression Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 275-282, April.
    6. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    7. Baltagi, Badi H. & Chang, Young-Jae, 1994. "Incomplete panels : A comparative study of alternative estimators for the unbalanced one-way error component regression model," Journal of Econometrics, Elsevier, vol. 62(2), pages 67-89, June.
    8. Nerlove, Marc, 1971. "A Note on Error Components Models," Econometrica, Econometric Society, vol. 39(2), pages 383-396, March.
    9. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
    10. Baltagi, Badi H., 1993. "Nested Effects," Econometric Theory, Cambridge University Press, vol. 9(04), pages 687-688, August.
    11. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
    12. Xiong, Weiwen, 1995. "Nested Effects," Econometric Theory, Cambridge University Press, vol. 11(03), pages 658-659, June.
    13. Moulton, Brent R, 1990. "An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 334-338, May.
    14. Badi H. Baltagi, 1987. "On Estimating from a More General Time-Series Cum Cross-Section Data Structure," The American Economist, Sage Publications, vol. 31(2), pages 69-71, October.
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